Conjugate processes and the simulation of ruin problems (Q1063341): Difference between revisions
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scientific article | scientific article; zbMATH DE number 3917416 | ||
Latest revision as of 10:23, 15 July 2025
scientific article; zbMATH DE number 3917416
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conjugate processes and the simulation of ruin problems |
scientific article; zbMATH DE number 3917416 |
Statements
Conjugate processes and the simulation of ruin problems (English)
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1985
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risk reserve process
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heavy traffic
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fundamental identity of sequential analysis
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periodic queues
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simulation estimates of boundary crossing probabilities
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compound Poisson risk processes
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0.9071232
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0.8822628
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0.87790626
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0.8760096
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0.87336075
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0.8730742
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